-66.7%
ASAN vs SPY
+144.1%
-210.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -3.5% |
| 7D | -14.0% | -0.6% | -13.4% | -13.5% |
| 30D | -4.8% | -3.7% | -1.1% | +2.1% |
| 3M | +3.9% | -2.7% | +6.6% | +9.3% |
| 6M | +44.6% | +2.2% | +42.5% | +35.6% |
| YTD | -30.1% | +10.8% | -40.9% | -45.7% |
| 1Y | -29.1% | +11.2% | -40.4% | -45.5% |
| 3Y | -51.2% | +76.5% | -127.7% | -86.6% |
| 5Y | -92.6% | +72.9% | -165.5% | -97.6% |
| All | -66.7% | +144.1% | -210.8% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling